How can i create a 3d curve/saddle shape?
Bezier curves are not the proper tool for this, curves are useful mainly for extrusion based geometries, or sections-swept-along-paths shapes.

NURBS surfaces may be closer to what you need, though they will require some considerable manual modeling work, and they are a half-baked tool in Blender that wont help much.

You may also model this manually using meshes and subdivisions, but again will require a lot of manual modelling and not necessarily yield a mathematically accurate surface.

The best way to model such thing is using the builtin addon Add Mesh: Extra Objects Python script

Start by opening File > User Preferences > Addons then search for Extra and activate the Add Mesh: Extra Objects addon.

Then in the 3D View press Shift+A > Add > Mesh > Math Function > Z Math Function

According to Wikipedia the mathematical function for a simple Saddle Point surface is Z = X^2 - Y^2 so in the operator properties change the input formula to the desired function using Python notation which should be (x**2 - Y**2)